+66.7%
SNXX vs BBWI
+12.9%
+53.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.1% | -19.9% | -15.9% |
| 7D | -47.8% | +8.8% | -56.6% | -48.1% |
| 30D | -66.0% | +34.8% | -100.8% | -67.4% |
| 3M | -57.5% | +12.9% | -70.4% | -58.1% |
| 6M | -66.7% | +29.6% | -96.3% | -68.9% |
| All | +66.7% | +12.9% | +53.8% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling